The LED’s that you got from ebay are common anode, if you got the sparkfun inventors kit those are common cathode. This is why on is off and off is on for you. You might need to change the way you have them wired is all to make on, on again.
You don’t need to change the wiring, just the logic. If you are using 8 bit PWM (i.e. analogWrite) - then simply subtract the PWM value from 255 and write the result.
You should also determine each LED’s Vf and adjust the dropping resistor to get similar brightness. I’d at least start with the same current through each LED. (by LED, I mean each of the 3 LEDs in the package). Ideally, you would have something like one of the SFE color sensors to determine intensity so that you can better tune the LEDs. But, just eyeballing it is probably good enough. This will allow you to get more precise colors.
You may also want to adjust the pwm value to account for the logarithmic response of the eye.